Oh ... I forgot you do have a 'Priority' option (it was not removed, simply hidden away). Check this option by Right-Clicking on the heading bar of the Download window. To change priority of any download, select the file from Download list & press up or down arrow button below under Priority choice options to move it up or down on the priority list. From memory, LW 'will' remember this priority setting between each session.
How well it works though is the question. lol
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